Anic Equity¶

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Total return since start: 0.568 %¶

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Equity now: -----------------------------> 47892.68 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46497.8 Kr¶

PnL: ---------------------------------------> -390.77 Kr¶

DD now: ---------------------------------> -1.516 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 12:22:57.686277'

Anic Portfolio¶

Today¶

Return: 0.756 %¶

This Week¶

Return: 0.756 %¶

Total¶

Return: 56.788 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 2.260000 2856.000000 220.000000 8.350000 2636.000010
Beijer Electronics Group 26 -0.830000 3109.600000 138.600000 4.670000 2971.000006
Corem Property Group B 59 3.030000 662.570000 85.570000 14.830000 576.999999
Samhällsbyggnadsbo. i Norden B 20 3.200000 438.600000 83.600000 23.550000 355.000000
HMS Networks 2 1.180000 720.400000 47.400000 7.040000 673.000000
FM Mattsson Mora Group B 50 0.680000 2970.000000 43.000000 1.470000 2927.000000
Samhällsbyggnadsbo. i Norden D 12 4.070000 269.760000 23.760000 9.660000 246.000000
Nordea Bank Abp 29 0.720000 3474.200000 20.200000 0.580000 3453.999992
OEM International B 7 1.830000 546.700000 18.700000 3.540000 527.999997
Coor Service Management Hold. 8 0.510000 548.800000 16.800000 3.160000 532.000000
Midsona B 63 0.960000 597.870000 14.870000 2.550000 582.999984
Intrum 4 1.770000 541.800000 14.800000 2.810000 527.000000
MedCap 2 1.650000 431.000000 10.000000 2.380000 421.000000
Essity A 4 0.000000 1158.000000 9.000000 0.780000 1149.000000
Norva24 Group 16 -0.290000 551.680000 8.680000 1.600000 543.000000
AcadeMedia 12 0.680000 565.200000 8.200000 1.470000 557.000004
Eastnine 4 -1.420000 498.400000 7.400000 1.510000 491.000000
Boozt 12 -0.570000 1660.800000 6.800000 0.410000 1653.999996
Karnov Group 9 -1.790000 541.800000 5.800000 1.080000 536.000004
Resurs Holding 22 -1.020000 579.040000 5.040000 0.880000 573.999998
Essity B 2 0.380000 578.600000 4.600000 0.800000 574.000000
Securitas B 6 1.300000 570.960000 0.960000 0.170000 570.000000
Handelsbanken A 5 0.050000 546.000000 0.000000 0.000000 546.000000
Creaspac SPAC 6 -0.730000 574.800000 -2.200000 -0.380000 577.000002
Fastighetsbolag. Emilshus Pref 21 -0.370000 559.650000 -2.350000 -0.420000 562.000005
Swedbank A 3 -0.290000 559.350000 -4.650000 -0.820000 564.000000
CTEK 13 0.150000 518.700000 -15.300000 -2.870000 533.999999
SAAB B 8 2.070000 3350.400000 -26.600000 -0.790000 3377.000000
International Petroleum Corp. 5 2.590000 534.000000 -60.570000 -10.190000 594.565215
Vivesto 1368 1.950000 543.920000 -69.080000 -11.270000 612.999432
Sampo Oyj SDB 7 0.280000 3773.000000 -77.000000 -2.000000 3850.000000
OX2 18 -1.470000 1512.000000 -152.000000 -9.130000 1663.999992
Axfood 13 0.150000 3560.700000 -195.300000 -5.200000 3756.000001
Ovzon 52 5.030000 3146.000000 -216.000000 -6.420000 3361.999992
Fasadgruppen Group 35 -0.510000 3447.500000 -363.500000 -9.540000 3810.999990
TOTAL 46497.800000 -390.770000 -1.51596% 46888.564618

Updated:¶

'2023-01-16 12:23:09.989346'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶